On 21 September 2011 14:25, masa <masa16.tanaka / gmail.com> wrote:
> I haven't explained the reason of the error estimation in
> Range#step for Float;
>
>   double n = (end - beg)/unit;
>   double err = (fabs(beg) + fabs(end) + fabs(end-beg)) / fabs(unit) *
> epsilon;
>
> The reason is as follows. (including unicode characters)
> This is based on the theory of the error propagation;
>  http://en.wikipedia.org/wiki/Propagation_of_uncertainty
>
> If f(x,y,z) is given as a function of x, y, z,
> f (the error of f) can be estimated as:
>
>  f^2 = |f/x|^2*x^2 + |f/y|^2*y^2 + |f/z|^2*z^2
>
> This is a kind of `statistical' error. Instead, `maximum' error
> can be expressed as:
>
>  f = |f/x|*x + |f/y|*y + |f/z|*z
>
> I considered the latter is enough for this case.
> Now, the target function here is:
>
>  n = f(e,b,u) = (e-b)/u
>
> The partial differentiations of f are:
>
>  f/e = 1/u
>  f/b = -1/u
>  f/u = -(e-b)/u^2
>
> The errors of floating point values are estimated as:
>
>  e = |e|*
>  b = |b|*
>  u = |u|*
>
> Finally, the error is derived as:
>
> n = |n/e|*e + |n/b|*b + |n/u|*u
>  = |1/u|*|e|* + |1/u|*|b|* + |(e-b)/u^2|*|u|*
>  = (|e| + |b| + |e-b|)/|u|*
>

Well, if you can calculate the maximum error and minimum error then
you can get the range over which you need to check *every* value if it
exceeds the end of the range. The estimated (~expected ~average) error
is not useful in this case. Or you can iterate over the intersection
of the original range and error range again with smaller error.

Thanks

Michal